Virtual Bets (Cross Matching) Algorithm

[Lopiner]

Hi to all

Even with the new feature of API-NG of returning the virtual bets i find the need to do the calculations on my own and i believe a lot of people need this too. Until now i just virtualized the first price and forgot the rest of the market depth but now Im in need of building the complete market depth and Im struggling with the code. Im most familiar with VB.Net and i will try to build it here hopefully with the collaboration of anyone that can help. If anyone tried this already please let me know. ty

[Lopiner]

I'm going to assume that i receive in my function a "MarketPrices" object that has the following structure:

    
    'Market Prices Object
    Public Class MarketPrices
        Public MarketId As Integer
        Public Status As String
        Public Delay As Integer
        Public TotalSelections As Integer
        Public Selections As New List(Of SelectionDetails)
    End Class

    'Selection Details
    Public Class SelectionDetails
        Public SelectionId As Integer, Volume As Double, LastPrice As Double
        Public BackPrices As New List(Of PricesType)
        Public LayPrices As New List(Of PricesType)
    End Class

    'Prices
    Public Class PricesType
        Public Price As Double
        Public Amount As Double
    End Class

This object can be filled with data from the old or the new API, it doesn't matter. After being filled the object is sent to the function to virtualize the bets and fill the market depth with those new prices. The function will look like this:

    'Function to Virtualize
    Public Function VirtualizePrices(ByVal Prices As MarketPrices) As MarketPrices

    End Function

The next step is the hardest one of actually building the function to create the virtual bets.